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When I estimated out of the sample with the function ugarchroll (in R) and it brings me mu and sigma To calculate the aboslute value of the returns, should I apply the following calculation?

Standarized Returns=(Returns-Estimated Mu)/Estimated Sigma

This is the the simple forecast

    Series  Sigma

T+1 -0.0253909 0.2171

And this the forecast with ugarchroll function:

                        Mu      Sigma

1971-11-30 20:00:00 -0.016325194 0.3227792

First time using these functions and I still have gaps and i need to present the forecast with the original unit of measure.

Please i need instant help.

Thank you

Carlos Alberto Guevara Machado
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  • [See here](https://stackoverflow.com/q/5963269/5325862) on making a reproducible example that is easier for folks to help with, including a sample of data, your code, and what packages you're using. If this is more about stats methods, however, it should be moved to [stats.se] – camille Jan 18 '22 at 21:12

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